Several presentations and interviews I have made have been posted to YouTube. Click on any of the title pages. Each has a link that will open the associated video presentation in a new window.
The more recent material is above the horizontal ruler. I recommend you watch these in this order:
- The Importance of Being Stationary
- The Four Faces of Risk
- Trading System Development — Indicator-Based
- Trading System Development — Machine Learning
- Monte Carlo Techniques: Applications to Trading
I recorded two interviews with Better System Trader's Andrew Swanscott. The earliest is Episode 6, the later is Episode 61. They are audio without video. Both give good overviews of my thoughts on trading system development, and of the difficulties that systems designers face. They fit in at any point in the viewing sequence.
The third link is to Better System Trader's main web page, from which you can scroll down to hear the thoughts of many traders and developers. Listen critically. With very few exceptions, the techniques described are traditional technical analysis, use traditional platforms, ignore considerations of stationarity, build exclusively decision tree models, use impulse signals, have long holding periods, have loose or mistaken interpretations of risk, improperly implement position sizing, and have inadequate validation.
These earlier presentations of mine have some value. Tools and techniques are changing. Resolve any inconsistency in favor of the more recent material.